+16.8%
AGG vs SIMO
+423.7%
-406.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.6% |
| 7D | -1.4% | +14.9% | -16.3% | -1.5% |
| 30D | +0.9% | -27.0% | +27.9% | +1.0% |
| 3M | -1.2% | -25.4% | +24.1% | -1.2% |
| 6M | -1.4% | -30.3% | +28.8% | -1.4% |
| YTD | -1.4% | +95.8% | -97.2% | -2.0% |
| 1Y | -1.3% | +100.0% | -101.3% | -1.9% |
| 3Y | +13.8% | +238.3% | -224.5% | +12.4% |
| 5Y | -1.6% | +187.6% | -189.1% | -2.8% |
| All | +16.8% | +423.7% | -406.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling